# -*- coding: utf-8 -*-
"""
Created on Fri Oct  9 09:36:18 2020

@author: Robin
"""

"""
存储IC分析结果的class
"""
class ICAnalysis():
    def __init__(self,ic_decay,ic_series,ic_stats):
        self.ic_decay = ic_decay              # IC信号衰减
        self.ic_series = ic_series            # IC序列值
        self.ic_stats = ic_stats              # IC统计，包括均值、方差、IR

"""
存储因子模型分析结果的class
"""
class IndicatorAnalysis():
    def __init__(self,ic_analysis,
                 return_analysis = None,
                 sector_analysis = None,
                 turnover_analysis = None):    
        self.ic_analysis = ic_analysis
        self.return_analysis = return_analysis
        self.sector_analysis = sector_analysis
        self.turnover_analysis = turnover_analysis
        
        